Stock and ETF performance explorer

EWY vs AWK

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	AWK	Excess	Alpha
1D	+3.2%	-1.5%	+4.8%	N/A
7D	-0.1%	-2.1%	+2.1%	N/A
All	-0.1%	-1.6%	+1.6%	N/A

Daily percentage return beside AWK.

Portfolio return minus AWK return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.